+392.5%
CBRE vs INCY
+54.2%
+338.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.5% | +3.3% | +2.2% |
| 7D | -5.0% | -4.2% | -0.8% | -4.0% |
| 30D | -4.7% | +0.6% | -5.3% | -4.9% |
| 3M | +6.5% | +12.6% | -6.1% | +3.2% |
| 6M | +6.1% | +28.3% | -22.3% | -0.5% |
| YTD | -12.6% | +23.0% | -35.6% | -17.3% |
| 1Y | -15.3% | +41.0% | -56.3% | -22.7% |
| 3Y | +64.6% | +88.6% | -24.0% | +37.9% |
| 5Y | +45.0% | +70.8% | -25.8% | +23.1% |
| All | +392.5% | +54.2% | +338.3% | +287.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling